+533.2%
XYZ vs CTAS
+877.3%
-344.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.0% | -1.8% | +0.8% | +0.5% |
| 30D | -1.7% | -0.2% | -1.5% | -1.8% |
| 3M | +16.7% | +11.7% | +5.1% | +4.6% |
| 6M | +26.9% | +0.7% | +26.1% | +23.6% |
| YTD | +27.1% | +7.4% | +19.7% | +17.2% |
| 1Y | +9.3% | -2.1% | +11.4% | +8.7% |
| 3Y | +42.3% | +62.9% | -20.7% | -14.7% |
| 5Y | -69.3% | +111.9% | -181.2% | -84.8% |
| 10Y | +586.8% | +652.2% | -65.4% | +37.9% |
| All | +533.2% | +877.3% | -344.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling